DEPARTMENT OF MATHEMATICAL SCIENCES

APPLIED AND COMPUTATIONAL MATHEMATICS SEMINAR

**Speaker:**Howard Elman, University of Maryland

**Title: ***
Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients
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**Abstract:**
The sparse grid stochastic collocation method is a new method for solving partial differential equations with random coefficients. However, when the probability space has high dimensionality, the number of points required for accurate collocation solutions can be large, and it may be costly to construct the solution. We show that this process can be made more efficient by combining collocation with reduced basis methods, in which a greedy algorithm is used to identify a reduced problem to which the collocation method can be applied. Because the reduced model is much smaller, costs are reduced significantly. We demonstrate with numerical experiments that this is achieved with essentially no loss of accuracy.

Collaboration with Q. Liao and V. Forstall

**Time:** Friday, September 18, 2015, 1:30-2:30 p.m.

**Place:** Exploratory Hall, Room 4106

Department of Mathematical Sciences

George Mason University

4400 University Drive, MS 3F2

Fairfax, VA 22030-4444

http://math.gmu.edu/

Tel. 703-993-1460, Fax. 703-993-1491